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32934-01 - Vorlesung: Advanced Computational Economics 3 KP

Semester Frühjahrsemester 2019
Angebotsmuster Jedes Frühjahrsem.
Dozierende Dietmar Maringer (dietmar.maringer@unibas.ch, BeurteilerIn)
Inhalt The term "Computational Economics" covers a wide array of methods and concepts, ranging from "traditional" numerical techniques to advanced simulations of complex economic systems, and anything in between. According, this course will also offer some long-established techniques that any economist should have in their toolbox, but will also look at some more recent, innovative contributions.

Building and expanding on the course "Computational Economics", the first part of this course will present some additional numerical for dealing with standard numerical problems and questions. In the second part, however, strong emphasis will be given to complex systems: to understand situations where cause-effect relationships are increasingly replaced with butterfly effects, feedback-loops and self-fulfilling prophecies, where adaptive heterogenous agents dynamically adjust their behaviour and a crisis can emerge for no apparent reason, innovative approaches are necessary. Therefore, approaches like agent-based simulation network analysis will be presented. Again, special attention will be given to implementations and hands-on experiments.
Lernziele Successful participants should be familiar with innovative numerical methods, necessary to approach and solve quantitative problems in economics and business. Also, they will improve their programming skills to implement economic / management models and the necessary methods.
Literatur there is no designated textbook, but to get a flavor of the topics or to deepen their knowledge, (prospective) participants might find the following books helpful:

Tesfatsion, L. & Judd, K. J. (Eds.) Handbook of Computational Economics Vol. 2: Agent-Based Computational Economics North-Holland, 2006

Hommes, C. Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems Cambridge University Press, 2013

Gilli, M.; Maringer, D. & Schumann, E. Numerical Methods and Optimization in Finance, Academic Press, 2011

Easley, D. & Kleinberg, J. Networks, Crowds and Markets. Reasoning about a Highly Connected World Cambridge University Press, 2010

Jackson, M. O. Social and Economic Networks Princeton University Press, 2008
Bemerkungen Basic Matlab skills are required.


Teilnahmebedingungen Prerequisites:
Completed Bachelor in Business and Economics and
23525 Computational Economics
Anmeldung zur Lehrveranstaltung Course registration: please enrol in MOnA; Registration = Enrolment to the exam. A deregistration is possible by email to Studiendekanat-wwz@unibas.ch until 3 May 2019, 8 pm.
Unterrichtssprache Englisch
Weblink Weblink
Einsatz digitaler Medien kein spezifischer Einsatz


Intervall wöchentlich
Datum 12.04.2019 – 24.05.2019
Zeit Freitag, 10.15-14.00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37

The course takes place in the second half of the term.
The exact dates and rooms can be seen here below:

Datum Zeit Raum
Freitag 12.04.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 19.04.2019 10.15-14.00 Uhr Ostern
Freitag 26.04.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 03.05.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 10.05.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 17.05.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 24.05.2019 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Module Modul: Interdisziplinäres und Wissenstransfer (Masterstudium: Actuarial Science)
Modul: Risiko-Analyse (Masterstudium: Actuarial Science)
Modul: Schadenversicherung (Masterstudium: Actuarial Science)
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Masterstudium: International and Monetary Economics)
Vertiefungsmodul: Quantitative Methods (Masterstudium: Wirtschaftswissenschaften)
Leistungsüberprüfung Semesterendprüfung
Hinweise zur Leistungsüberprüfung active participation, assignments, and written final exam.
written exam: 24.05.19; 10:15-11:15. WWZ Audi: A-Z.
An-/Abmeldung zur Leistungsüberprüfung Anmelden: Belegen; Abmelden: Studiendekanat
Wiederholungsprüfung keine Wiederholungsprüfung
Skala 1-6 0,1
Wiederholtes Belegen beliebig wiederholbar
Zuständige Fakultät Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch
Anbietende Organisationseinheit Wirtschaftswissenschaftliche Fakultät